+26.6%
WAT vs PTC
+10.5%
+16.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +6.0% | +0.8% | +5.2% | +6.0% |
| 30D | +9.9% | +0.7% | +9.2% | +9.8% |
| 3M | +17.2% | +32.6% | -15.4% | +13.3% |
| 6M | +34.2% | +33.6% | +0.7% | +30.8% |
| YTD | +25.5% | +12.4% | +13.1% | +29.7% |
| All | +26.6% | +10.5% | +16.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling